Mourinho publicly questioned Smalling and Shaw for missing the 3-1 win at Swansea earlier this month and suggested that the pair could have played through injuries.
The former Real Madrid manager faced criticism before United's win at Swansea after his side were thrashed 4-0 at Chelsea and drew with Stoke and Burnley at Old Trafford.
When asked if he was surprised at his treatment, Mourinho said: "Tomorrow is a match between two managers with the best record in the Premier League. Sir Alex Ferguson is not here any more and we have won six or seven titles between us.
"Should we be respected even in periods when our results are not the best? I think Mr Wenger has that from all of you.
"I don't think I have even though my last Premier League title was 18 months ago. Not 18 years. I don't get that respect."
Mourinho has never lost a Premier League game against Arsene Wenger's Arsenal, but said that that record was "not important", and reiterated his desire to stay at Old Trafford for the long term and win trophies.
"I am in the club where I want to be," he said.
"When I was sacked at Chelsea I was not in trouble. I had lots of offers. I don't speak about them. I could be working one week after in some of the biggest clubs in Europe. I waited for this chance.
"I was champion in four different clubs. I want to be champion in every club I have worked. I want to do that at Manchester United."